Model Fit Statistics

Suppose the model contains p regression parameters. Let and be the event indicator and the frequency, respectively, of the jth observation. The three criteria displayed by the PHREG procedure are calculated as follows:

The –2 Log Likelihood statistic has a chi-square distribution under the null hypothesis (that all the explanatory effects
in the model are zero) and the procedure produces a p-value for this statistic. The AIC and SBC statistics give two different ways of adjusting the –2 Log Likelihood statistic
for the number of terms in the model and the number of observations used. These statistics should be used when comparing different
models for the same data (for example, when you use the METHOD=STEPWISE option in the MODEL statement); lower values of the
statistic indicate a more desirable model.